ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
170-16 |
169-11 |
-1-05 |
-0.7% |
168-29 |
| High |
171-07 |
171-01 |
-0-06 |
-0.1% |
171-07 |
| Low |
168-25 |
168-26 |
0-01 |
0.0% |
168-24 |
| Close |
169-16 |
170-21 |
1-05 |
0.7% |
169-16 |
| Range |
2-14 |
2-07 |
-0-07 |
-9.0% |
2-15 |
| ATR |
1-19 |
1-20 |
0-01 |
2.9% |
0-00 |
| Volume |
291,191 |
245,793 |
-45,398 |
-15.6% |
1,288,822 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-26 |
175-31 |
171-28 |
|
| R3 |
174-19 |
173-24 |
171-09 |
|
| R2 |
172-12 |
172-12 |
171-02 |
|
| R1 |
171-17 |
171-17 |
170-28 |
171-31 |
| PP |
170-05 |
170-05 |
170-05 |
170-12 |
| S1 |
169-10 |
169-10 |
170-14 |
169-24 |
| S2 |
167-30 |
167-30 |
170-08 |
|
| S3 |
165-23 |
167-03 |
170-01 |
|
| S4 |
163-16 |
164-28 |
169-14 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-07 |
175-27 |
170-27 |
|
| R3 |
174-24 |
173-12 |
170-06 |
|
| R2 |
172-09 |
172-09 |
169-30 |
|
| R1 |
170-29 |
170-29 |
169-23 |
171-19 |
| PP |
169-26 |
169-26 |
169-26 |
170-06 |
| S1 |
168-14 |
168-14 |
169-09 |
169-04 |
| S2 |
167-11 |
167-11 |
169-02 |
|
| S3 |
164-28 |
165-31 |
168-26 |
|
| S4 |
162-13 |
163-16 |
168-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-07 |
168-25 |
2-14 |
1.4% |
1-18 |
0.9% |
77% |
False |
False |
247,744 |
| 10 |
171-20 |
168-24 |
2-28 |
1.7% |
1-20 |
0.9% |
66% |
False |
False |
209,424 |
| 20 |
172-14 |
168-24 |
3-22 |
2.2% |
1-18 |
0.9% |
52% |
False |
False |
105,751 |
| 40 |
174-06 |
168-19 |
5-19 |
3.3% |
1-20 |
0.9% |
37% |
False |
False |
52,981 |
| 60 |
175-19 |
164-18 |
11-01 |
6.5% |
1-11 |
0.8% |
55% |
False |
False |
35,328 |
| 80 |
175-19 |
159-29 |
15-22 |
9.2% |
1-01 |
0.6% |
69% |
False |
False |
26,496 |
| 100 |
175-19 |
158-20 |
16-31 |
9.9% |
0-27 |
0.5% |
71% |
False |
False |
21,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-15 |
|
2.618 |
176-27 |
|
1.618 |
174-20 |
|
1.000 |
173-08 |
|
0.618 |
172-13 |
|
HIGH |
171-01 |
|
0.618 |
170-06 |
|
0.500 |
169-30 |
|
0.382 |
169-21 |
|
LOW |
168-26 |
|
0.618 |
167-14 |
|
1.000 |
166-19 |
|
1.618 |
165-07 |
|
2.618 |
163-00 |
|
4.250 |
159-12 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-13 |
170-14 |
| PP |
170-05 |
170-07 |
| S1 |
169-30 |
170-00 |
|